Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 168,849
Positions
6,492 93,758 201 48,257 10,983 1,937 59,807 37,296 3,935 6,022 2,578 420 41,778 17,741
Changes from: January 16, 2018 Total Change is: 8,039
-503 7,451 2 -310 34 268 7,594 915 540 516 420 5 -73 -1,596
Percent of Open Interest Represented by Each Category of Trader
3.8 55.5 0.1 28.6 6.5 1.1 35.4 22.1 2.3 3.6 1.5 0.2 24.7 10.5
Number of Traders in Each Category Total Traders: 102
4 10 5 22 6 4 27 22 14 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 71,767
Positions
36,205 10,262 68 1,317 6,361 535 21,691 34,660 935 480 1,776 0 10,536 17,170
Changes from: January 16, 2018 Total Change is: 1,553
-2,082 3,581 0 689 117 -67 298 -39 856 0 0 0 1,859 -2,895
Percent of Open Interest Represented by Each Category of Trader
50.4 14.3 0.1 1.8 8.9 0.7 30.2 48.3 1.3 0.7 2.5 0.0 14.7 23.9
Number of Traders in Each Category Total Traders: 51
5 6 . . 7 . 11 18 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 236,432
Positions
39,568 85,538 3,342 41,607 66,745 4,821 101,097 38,581 3,152 1,935 8,709 36 40,874 25,508
Changes from: January 16, 2018 Total Change is: 18,223
-1,557 14,054 166 5,626 114 -689 14,339 2,352 335 -784 1,177 0 787 714
Percent of Open Interest Represented by Each Category of Trader
16.7 36.2 1.4 17.6 28.2 2.0 42.8 16.3 1.3 0.8 3.7 0.0 17.3 10.8
Number of Traders in Each Category Total Traders: 125
6 10 5 22 19 6 41 20 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 241,136
Positions
116,155 38,441 1,144 28,859 17,567 8,297 53,978 140,091 4,087 2,089 1,219 94 26,433 30,196
Changes from: January 16, 2018 Total Change is: 4,831
-839 8,500 661 2,785 -1,960 -1,158 3,138 -1,245 405 296 0 62 -519 -434
Percent of Open Interest Represented by Each Category of Trader
48.2 15.9 0.5 12.0 7.3 3.4 22.4 58.1 1.7 0.9 0.5 0.0 11.0 12.5
Number of Traders in Each Category Total Traders: 120
7 11 6 19 18 7 27 30 22 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 608,683
Positions
47,541 328,477 6,648 273,391 117,601 20,290 127,165 68,142 12,437 24,781 6,731 945 95,485 47,412
Changes from: January 16, 2018 Total Change is: 14,645
855 22,059 1,144 972 902 -1,544 10,169 -3,169 1,372 1,293 -787 129 255 -5,461
Percent of Open Interest Represented by Each Category of Trader
7.8 54.0 1.1 44.9 19.3 3.3 20.9 11.2 2.0 4.1 1.1 0.2 15.7 7.8
Number of Traders in Each Category Total Traders: 269
19 12 12 80 29 40 58 34 21 28 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 38,175
Positions
626 23,497 10 21,205 2,252 1,507 681 5,095 712 0 419 10 13,424 4,673
Changes from: January 16, 2018 Total Change is: -909
0 -374 0 119 -7 -256 0 -802 18 0 0 0 -790 512
Percent of Open Interest Represented by Each Category of Trader
1.6 61.6 0.0 55.5 5.9 3.9 1.8 13.3 1.9 0.0 1.1 0.0 35.2 12.2
Number of Traders in Each Category Total Traders: 29
. . . 17 . 6 . 4 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 28,733
Positions
2,463 8,712 0 12,359 6,750 2,069 2,554 7,378 12 0 0 0 9,276 3,812
Changes from: January 16, 2018 Total Change is: 182
0 -352 0 855 22 281 -323 679 0 0 0 0 -631 -448
Percent of Open Interest Represented by Each Category of Trader
8.6 30.3 0.0 43.0 23.5 7.2 8.9 25.7 0.0 0.0 0.0 0.0 32.3 13.3
Number of Traders in Each Category Total Traders: 21
. . 0 8 4 7 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 141,176
Positions
19,473 52,644 749 17,913 22,393 2,262 63,064 37,371 2,650 537 0 6 34,522 23,101
Changes from: January 16, 2018 Total Change is: 17,254
-1,951 13,025 -16 1,091 -2,919 1 12,300 6,401 -227 268 0 0 5,788 989
Percent of Open Interest Represented by Each Category of Trader
13.8 37.3 0.5 12.7 15.9 1.6 44.7 26.5 1.9 0.4 0.0 0.0 24.5 16.4
Number of Traders in Each Category Total Traders: 103
8 10 4 13 10 6 40 20 14 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 62,563
Positions
0 50,712 226 32,500 0 0 27,075 10,327 0 510 140 0 2,252 1,158
Changes from: January 16, 2018 Total Change is: 53
0 131 -1 -790 0 0 660 -154 0 -101 -32 0 285 109
Percent of Open Interest Represented by Each Category of Trader
0.0 81.1 0.4 51.9 0.0 0.0 43.3 16.5 0.0 0.8 0.2 0.0 3.6 1.9
Number of Traders in Each Category Total Traders: 32
0 6 . 4 0 0 14 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 178,983
Positions
11,994 80,470 355 72,638 8,786 189 79,597 70,427 4,900 2,088 10,555 0 7,222 3,301
Changes from: January 16, 2018 Total Change is: 6,472
-14,687 4,375 91 6,937 1,141 -41 12,011 1,265 690 -82 -223 0 1,553 -826
Percent of Open Interest Represented by Each Category of Trader
6.7 45.0 0.2 40.6 4.9 0.1 44.5 39.3 2.7 1.2 5.9 0.0 4.0 1.8
Number of Traders in Each Category Total Traders: 140
4 8 . 14 9 . 54 29 11 10 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 30,605
Positions
0 12,466 1,150 12,490 223 0 12,645 14,111 1,183 1,356 910 0 1,781 562
Changes from: January 16, 2018 Total Change is: -1,270
-121 -1,155 1,100 -2,583 0 0 631 -746 -351 2 -9 0 52 -109
Percent of Open Interest Represented by Each Category of Trader
0.0 40.7 3.8 40.8 0.7 0.0 41.3 46.1 3.9 4.4 3.0 0.0 5.8 1.8
Number of Traders in Each Category Total Traders: 36
0 4 . 4 . 0 9 10 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 53,374
Positions
24,109 13,772 153 4,537 4,334 0 18,643 29,126 1,512 110 389 0 4,310 4,088
Changes from: January 16, 2018 Total Change is: 6,594
-1,778 4,540 0 -210 1,017 0 7,731 365 639 110 -111 0 102 144
Percent of Open Interest Represented by Each Category of Trader
45.2 25.8 0.3 8.5 8.1 0.0 34.9 54.6 2.8 0.2 0.7 0.0 8.1 7.7
Number of Traders in Each Category Total Traders: 87
6 5 . 9 6 0 31 26 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 13,292
Positions
2,265 7,805 235 6,548 166 0 2,644 4,002 204 0 0 0 1,396 880
Changes from: January 16, 2018 Total Change is: 175
-391 -5 235 -63 -11 0 249 -32 13 0 0 0 132 -25
Percent of Open Interest Represented by Each Category of Trader
17.0 58.7 1.8 49.3 1.2 0.0 19.9 30.1 1.5 0.0 0.0 0.0 10.5 6.6
Number of Traders in Each Category Total Traders: 26
. 4 . 5 . 0 8 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 78,388
Positions
10,225 54,093 1,374 16,580 3,987 316 28,954 8,944 3,425 4,130 255 0 13,386 5,996
Changes from: January 16, 2018 Total Change is: -231
1,313 525 -42 -1,007 674 85 -1,982 93 -488 319 -8 -2 1,572 -1,068
Percent of Open Interest Represented by Each Category of Trader
13.0 69.0 1.8 21.2 5.1 0.4 36.9 11.4 4.4 5.3 0.3 0.0 17.1 7.6
Number of Traders in Each Category Total Traders: 122
18 18 . 17 . 4 36 18 10 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 156,775
Positions
20,450 108,185 2,747 33,160 7,974 631 57,907 17,887 6,850 8,259 510 0 26,771 11,991
Changes from: January 16, 2018 Total Change is: -461
2,626 1,050 -83 -2,013 1,347 170 -3,963 186 -975 637 -16 -4 3,144 -2,136
Percent of Open Interest Represented by Each Category of Trader
13.0 69.0 1.8 21.2 5.1 0.4 36.9 11.4 4.4 5.3 0.3 0.0 17.1 7.6
Number of Traders in Each Category Total Traders: 122
18 18 . 17 . 4 36 18 10 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 753,197
Positions
47,854 211,099 36,582 363,756 162,238 63,273 92,258 121,770 34,682 25,702 42,192 8,922 80,168 72,438
Changes from: January 16, 2018 Total Change is: 33,276
3,424 19,966 773 7,892 -3,955 2,717 7,187 -2,849 9,178 -320 2,317 1,903 523 3,227
Percent of Open Interest Represented by Each Category of Trader
6.4 28.0 4.9 48.3 21.5 8.4 12.2 16.2 4.6 3.4 5.6 1.2 10.6 9.6
Number of Traders in Each Category Total Traders: 625
30 46 26 157 90 105 95 110 82 49 46 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 69,703
Positions
20,884 24,326 0 9,941 19,192 1,438 7,420 12,130 0 2,945 145 0 27,075 12,472
Changes from: January 16, 2018 Total Change is: 14,268
588 9,983 0 1,004 716 999 3,321 5,381 0 -265 100 0 8,621 -2,911
Percent of Open Interest Represented by Each Category of Trader
30.0 34.9 0.0 14.3 27.5 2.1 10.6 17.4 0.0 4.2 0.2 0.0 38.8 17.9
Number of Traders in Each Category Total Traders: 51
8 7 0 6 6 4 6 11 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 23,298
Positions
20,851 5,189 0 239 14,779 66 0 2,088 79 0 0 0 2,063 1,097
Changes from: January 16, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
89.5 22.3 0.0 1.0 63.4 0.3 0.0 9.0 0.3 0.0 0.0 0.0 8.9 4.7
Number of Traders in Each Category Total Traders: 20
8 . 0 . 6 . 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,417,469
Positions
229,548 1,028,566 88,213 1,778,863 725,020 299,388 480,173 604,182 117,425 114,842 211,294 43,551 265,466 299,830
Changes from: January 16, 2018 Total Change is: 95,042
22,298 58,035 -4,252 41,985 -15,810 1,046 53,981 -6,501 11,237 593 11,954 8,645 -40,491 30,688
Percent of Open Interest Represented by Each Category of Trader
6.7 30.1 2.6 52.1 21.2 8.8 14.1 17.7 3.4 3.4 6.2 1.3 7.8 8.8
Number of Traders in Each Category Total Traders: 620
29 46 23 158 89 102 94 110 77 48 46 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 30,109
Positions
5,133 29,040 0 6,792 0 700 13,212 0 0 589 0 0 3,683 369
Changes from: January 16, 2018 Total Change is: -3,690
1,400 -3,562 0 -5,320 0 -48 -8 0 0 0 0 0 286 -80
Percent of Open Interest Represented by Each Category of Trader
17.0 96.4 0.0 22.6 0.0 2.3 43.9 0.0 0.0 2.0 0.0 0.0 12.2 1.2
Number of Traders in Each Category Total Traders: 25
. 8 0 7 0 . 7 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 14,043
Positions
3,983 9,431 0 7,287 1,194 1,334 0 1,146 96 322 0 0 1,021 842
Changes from: January 16, 2018 Total Change is: 1,613
920 230 0 959 11 -251 0 1,146 96 0 0 0 -111 381
Percent of Open Interest Represented by Each Category of Trader
28.4 67.2 0.0 51.9 8.5 9.5 0.0 8.2 0.7 2.3 0.0 0.0 7.3 6.0
Number of Traders in Each Category Total Traders: 23
4 8 0 8 . . 0 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 23,767
Positions
18,844 16,556 0 1,050 4,810 266 2,534 521 0 0 671 0 1,073 943
Changes from: January 16, 2018 Total Change is: -1,729
-2,484 2,528 0 442 -4,198 -43 644 -12 0 0 0 0 -288 -4
Percent of Open Interest Represented by Each Category of Trader
79.3 69.7 0.0 4.4 20.2 1.1 10.7 2.2 0.0 0.0 2.8 0.0 4.5 4.0
Number of Traders in Each Category Total Traders: 24
8 4 0 . 5 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 89,785
Positions
4,121 45,205 705 42,576 31,809 3,853 23,664 2,465 1,747 0 240 0 13,119 3,761
Changes from: January 16, 2018 Total Change is: -226
9 -759 80 678 -492 61 -1,332 142 458 0 0 0 -180 284
Percent of Open Interest Represented by Each Category of Trader
4.6 50.3 0.8 47.4 35.4 4.3 26.4 2.7 1.9 0.0 0.3 0.0 14.6 4.2
Number of Traders in Each Category Total Traders: 86
4 10 . 32 15 10 18 6 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 51,194
Positions
11,764 12,789 1,153 14,831 11,402 1,111 12,219 14,400 787 2,200 2,880 98 7,031 6,573
Changes from: January 16, 2018 Total Change is: -3,624
1,196 -140 120 -998 106 -243 -3,576 -2,332 -208 62 -590 83 -59 -421
Percent of Open Interest Represented by Each Category of Trader
23.0 25.0 2.3 29.0 22.3 2.2 23.9 28.1 1.5 4.3 5.6 0.2 13.7 12.8
Number of Traders in Each Category Total Traders: 268
22 20 4 46 32 21 45 56 21 22 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 255,968
Positions
58,822 63,947 5,767 74,155 57,012 5,553 61,093 71,998 3,935 10,998 14,399 492 35,153 32,865
Changes from: January 16, 2018 Total Change is: -18,119
5,979 -699 601 -4,990 532 -1,217 -17,882 -11,658 -1,039 309 -2,950 414 -294 -2,103
Percent of Open Interest Represented by Each Category of Trader
23.0 25.0 2.3 29.0 22.3 2.2 23.9 28.1 1.5 4.3 5.6 0.2 13.7 12.8
Number of Traders in Each Category Total Traders: 268
22 20 4 46 32 21 45 56 21 22 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 546,433
Positions
47,832 164,999 2,729 252,740 187,470 35,539 158,905 127,824 8,835 19,161 2,294 15 20,677 16,728
Changes from: January 16, 2018 Total Change is: -15,194
7,110 7,202 -148 -2,275 -28,740 -496 -20,038 2,161 950 210 -434 15 -522 4,296
Percent of Open Interest Represented by Each Category of Trader
8.8 30.2 0.5 46.3 34.3 6.5 29.1 23.4 1.6 3.5 0.4 0.0 3.8 3.1
Number of Traders in Each Category Total Traders: 296
17 25 . 79 44 35 57 57 25 12 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 23,135
Positions
13,598 13,727 690 1,239 1,124 0 239 1,648 13 1,145 1,320 230 5,981 4,383
Changes from: January 16, 2018 Total Change is: -40
986 324 86 10 -20 0 -1,277 -237 0 -250 620 50 355 -863
Percent of Open Interest Represented by Each Category of Trader
58.8 59.3 3.0 5.4 4.9 0.0 1.0 7.1 0.1 4.9 5.7 1.0 25.9 18.9
Number of Traders in Each Category Total Traders: 38
11 9 . 4 . 0 . 5 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 49,964
Positions
991 25,166 0 26,065 921 233 11,289 2,133 82 1,511 16,609 300 9,493 4,520
Changes from: January 16, 2018 Total Change is: 2,766
-93 618 0 856 0 49 1,747 372 -1 99 482 -58 167 1,304
Percent of Open Interest Represented by Each Category of Trader
2.0 50.4 0.0 52.2 1.8 0.5 22.6 4.3 0.2 3.0 33.2 0.6 19.0 9.0
Number of Traders in Each Category Total Traders: 47
. 4 0 19 . 4 10 4 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 66,383
Positions
11,226 9,404 1,973 21,861 2,834 3,306 7,188 15,827 748 10,857 1,146 0 9,224 31,145
Changes from: January 16, 2018 Total Change is: 8,218
2,925 101 -122 1,759 767 1,418 368 538 142 1,110 0 0 618 5,374
Percent of Open Interest Represented by Each Category of Trader
16.9 14.2 3.0 32.9 4.3 5.0 10.8 23.8 1.1 16.4 1.7 0.0 13.9 46.9
Number of Traders in Each Category Total Traders: 81
13 9 4 17 5 7 13 18 8 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 286,138
Positions
20,461 183,521 4,030 186,674 61,028 20,161 40,797 8,170 2,293 2,468 1,179 0 9,254 5,756
Changes from: January 16, 2018 Total Change is: -4,381
64 -547 -59 -6,971 1,003 639 1,290 -6,414 243 0 5 0 413 749
Percent of Open Interest Represented by Each Category of Trader
7.2 64.1 1.4 65.2 21.3 7.0 14.3 2.9 0.8 0.9 0.4 0.0 3.2 2.0
Number of Traders in Each Category Total Traders: 151
6 13 5 61 24 21 30 9 9 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,064,907
Positions
34,626 766,109 5,232 643,249 138,349 68,490 207,748 46,492 20,225 55,886 12,086 664 28,787 7,260
Changes from: January 16, 2018 Total Change is: 19,370
1,260 44,104 -1,572 15,656 -8,236 1,712 1,765 -10,329 -356 8,736 -3,882 -72 -7,759 -1,999
Percent of Open Interest Represented by Each Category of Trader
3.3 71.9 0.5 60.4 13.0 6.4 19.5 4.4 1.9 5.2 1.1 0.1 2.7 0.7
Number of Traders in Each Category Total Traders: 382
24 19 8 145 44 47 76 28 16 42 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 94,898
Positions
18,229 29,779 62,660 10,525 0 0 2,122 1,631 798 520 30 0 44 0
Changes from: January 16, 2018 Total Change is: 1,345
-1,414 -2,230 2,314 445 0 0 0 1,261 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
19.2 31.4 66.0 11.1 0.0 0.0 2.2 1.7 0.8 0.5 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 33
4 12 8 8 0 0 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 809,179
Positions
26,944 54,866 6,202 331,567 270,313 120,144 135,736 137,259 19,303 23,335 31,607 134 145,814 169,351
Changes from: January 16, 2018 Total Change is: 23,632
8,449 3,186 1,802 7,976 -9,361 834 9,250 23,317 -443 4,311 1,754 -88 -8,459 2,631
Percent of Open Interest Represented by Each Category of Trader
3.3 6.8 0.8 41.0 33.4 14.8 16.8 17.0 2.4 2.9 3.9 0.0 18.0 20.9
Number of Traders in Each Category Total Traders: 184
8 15 5 42 36 36 27 41 28 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 896,672
Positions
7,992 119,016 1,671 500,631 108,775 150,010 53,602 394,665 22,443 37,994 8,474 1,155 121,174 90,463
Changes from: January 16, 2018 Total Change is: 11,301
571 -4,763 1,500 8,502 11,524 3,690 -3,376 -236 2,869 -4,890 47 0 2,435 -3,330
Percent of Open Interest Represented by Each Category of Trader
0.9 13.3 0.2 55.8 12.1 16.7 6.0 44.0 2.5 4.2 0.9 0.1 13.5 10.1
Number of Traders in Each Category Total Traders: 118
. 12 4 48 17 36 15 18 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,931,579
Positions
129,278 162,128 10,825 708,204 376,784 223,960 471,912 601,670 69,151 192,759 303,059 2,720 122,770 181,282
Changes from: January 16, 2018 Total Change is: 55,198
4,125 -5,130 1,577 83,739 17,023 -8,381 -35,598 22,093 11,147 -2,361 12,471 683 267 3,715
Percent of Open Interest Represented by Each Category of Trader
6.7 8.4 0.6 36.7 19.5 11.6 24.4 31.1 3.6 10.0 15.7 0.1 6.4 9.4
Number of Traders in Each Category Total Traders: 317
18 27 8 74 43 56 53 59 44 21 22 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,512,126
Positions
151,407 212,517 30,508 1,441,851 1,030,111 497,488 538,068 753,916 177,190 336,037 191,215 28,968 310,609 590,213
Changes from: January 16, 2018 Total Change is: 138,357
19,046 39,139 -7,465 67,595 7,295 1,406 70,269 25,455 13,292 -10,099 29,975 1,968 -17,655 27,292
Percent of Open Interest Represented by Each Category of Trader
4.3 6.1 0.9 41.1 29.3 14.2 15.3 21.5 5.0 9.6 5.4 0.8 8.8 16.8
Number of Traders in Each Category Total Traders: 444
26 41 15 72 107 95 57 92 57 26 23 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 536,135
Positions
21,458 12,185 5,280 126,546 234,996 52,471 199,156 52,828 12,108 18,313 16,997 0 100,803 149,270
Changes from: January 16, 2018 Total Change is: 9,277
-4,058 -18,606 1,141 -8,698 16,286 4,327 11,000 -1,358 -1,530 -652 4,591 0 7,747 4,426
Percent of Open Interest Represented by Each Category of Trader
4.0 2.3 1.0 23.6 43.8 9.8 37.1 9.9 2.3 3.4 3.2 0.0 18.8 27.8
Number of Traders in Each Category Total Traders: 90
5 . . 17 31 31 16 12 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,316,705
Positions
109,767 245,357 44,333 1,613,516 764,454 474,828 406,596 912,600 136,119 255,691 268,412 13,367 262,488 457,235
Changes from: January 16, 2018 Total Change is: 121,163
9,692 17,367 -4,576 13,082 95,711 34,459 34,914 -42,268 7,004 14,256 13,062 2,122 10,210 -1,718
Percent of Open Interest Represented by Each Category of Trader
3.3 7.4 1.3 48.6 23.0 14.3 12.3 27.5 4.1 7.7 8.1 0.4 7.9 13.8
Number of Traders in Each Category Total Traders: 345
17 30 11 63 66 70 46 71 44 24 28 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,611,640
Positions
437,134 285,846 539,271 93,831 4,252 61,116 39,815 271,414 299,614 62,631 47,820 40,448 37,780 61,859
Changes from: January 16, 2018 Total Change is: 90,583
34,003 4,043 15,885 6,648 2,399 3,573 3,509 32,867 16,863 4,393 10,844 1,025 4,684 3,084
Percent of Open Interest Represented by Each Category of Trader
27.1 17.7 33.5 5.8 0.3 3.8 2.5 16.8 18.6 3.9 3.0 2.5 2.3 3.8
Number of Traders in Each Category Total Traders: 153
26 36 50 4 . 7 19 37 42 14 9 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is14,547,671
Positions
6,845,493 474,732 2,154,940 13,139 2,791,579 1,055,680 436,780 2,966,300 2,706,338 25,871 210,585 743,261 566,169 1,444,256
Changes from: January 16, 2018 Total Change is: 849,384
327,167 -69,950 71,050 1,880 68,071 193,984 -94,538 267,409 249,132 -17,012 -109,773 91,647 26,074 87,814
Percent of Open Interest Represented by Each Category of Trader
47.1 3.3 14.8 0.1 19.2 7.3 3.0 20.4 18.6 0.2 1.4 5.1 3.9 9.9
Number of Traders in Each Category Total Traders: 300
36 43 72 5 36 37 28 103 95 9 20 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 28,181
Positions
9,679 7,173 0 57 8,727 147 5,612 7,847 0 12,649 4,131 0 37 156
Changes from: January 16, 2018 Total Change is: 1,971
2,761 1,023 0 0 283 29 -294 681 0 -523 -39 0 -2 -6
Percent of Open Interest Represented by Each Category of Trader
34.3 25.5 0.0 0.2 31.0 0.5 19.9 27.8 0.0 44.9 14.7 0.0 0.1 0.6
Number of Traders in Each Category Total Traders: 50
. 6 0 . 14 . 8 9 0 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 23,377
Positions
3,101 7,121 0 135 4,114 638 19,113 8,510 0 328 2,906 18 44 70
Changes from: January 16, 2018 Total Change is: 1,811
1,126 1,421 0 66 -241 142 737 508 0 -276 -20 0 16 1
Percent of Open Interest Represented by Each Category of Trader
13.3 30.5 0.0 0.6 17.6 2.7 81.8 36.4 0.0 1.4 12.4 0.1 0.2 0.3
Number of Traders in Each Category Total Traders: 36
. 4 0 . 8 . 4 9 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 5,193
Positions
55 0 0 0 0 0 1,142 518 60 1,243 3,668 28 2,665 919
Changes from: January 16, 2018 Total Change is: 457
15 0 -15 0 0 0 763 -90 26 109 497 -102 -339 141
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 0.0 0.0 0.0 22.0 10.0 1.2 23.9 70.6 0.5 51.3 17.7
Number of Traders in Each Category Total Traders: 46
. 0 0 0 0 0 9 7 4 18 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 49,114
Positions
262 6,622 0 9,256 13,416 511 22,829 21,074 1,979 6,726 1,690 0 7,551 3,822
Changes from: January 16, 2018 Total Change is: -2,322
-167 -731 0 1,212 79 -1,833 -2,980 -215 74 696 -17 0 676 321
Percent of Open Interest Represented by Each Category of Trader
0.5 13.5 0.0 18.8 27.3 1.0 46.5 42.9 4.0 13.7 3.4 0.0 15.4 7.8
Number of Traders in Each Category Total Traders: 141
. . 0 11 9 . 27 35 12 45 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 630,599
Positions
104,998 54,735 22,752 130,194 133,530 95,600 130,311 180,275 80,229 15,506 9,403 19,952 31,057 34,123
Changes from: January 16, 2018 Total Change is: -23,098
-4,778 -2,181 -12,090 21,209 6,205 -768 -9,864 1,425 -11,772 -1,285 -332 -153 -3,597 -3,432
Percent of Open Interest Represented by Each Category of Trader
16.7 8.7 3.6 20.6 21.2 15.2 20.7 28.6 12.7 2.5 1.5 3.2 4.9 5.4
Number of Traders in Each Category Total Traders: 278
18 9 14 26 37 22 59 75 61 19 17 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 67,857
Positions
1,053 0 0 34,623 1,382 166 28,337 66,077 85 3,312 125 0 281 22
Changes from: January 16, 2018 Total Change is: -13,177
-16 0 0 245 7 0 -13,752 -13,187 0 320 3 0 26 0
Percent of Open Interest Represented by Each Category of Trader
1.6 0.0 0.0 51.0 2.0 0.2 41.8 97.4 0.1 4.9 0.2 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 42
4 0 0 7 . . 10 6 . 12 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 26, 2018